+1,729.3%
TRV vs NLY
+1,197.0%
+532.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | +1.9% | -4.0% | +5.9% | +3.3% |
| 30D | +1.7% | -5.2% | +6.9% | +3.5% |
| 3M | +23.9% | +2.8% | +21.1% | +22.5% |
| 6M | +26.3% | +4.2% | +22.1% | +24.1% |
| YTD | +30.8% | +4.7% | +26.1% | +28.1% |
| 1Y | +36.3% | +12.7% | +23.6% | +30.1% |
| 3Y | +145.0% | +62.5% | +82.5% | +104.3% |
| 5Y | +163.9% | +26.3% | +137.6% | +133.4% |
| 10Y | +305.8% | +81.0% | +224.8% | +207.6% |
| All | +1,729.3% | +1,197.0% | +532.3% | +862.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling